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~isPartOf:"International journal of forecasting"
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Forecasting model
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International journal of forecasting
Research Paper Series / Finance Discipline Group, Business School
357
Working Paper Series / Finance Discipline Group, Business School
197
PhD Thesis
18
Working Papers / Business School, University of Sydney
14
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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Computational Statistics & Data Analysis
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ERES
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Journal of forecasting
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Discussion paper / Centre for International Economic Studies, University of Adelaide
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The journal of real estate finance and economics
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of international financial markets, institutions & money
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Quantitative finance
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The European journal of finance
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The journal of futures markets
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Working paper series / University of Technology, Sydney, School of Finance and Economics / University of Technology, Sydney, Faculty of Business, School of Finance and Economics
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Australian journal of labour economics : a journal of labour economics and labour relations : official journal of the Australian Society of Labour Economists
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Finance research letters
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International Journal of Forecasting
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International Journal of Managerial Finance
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Journal of Forecasting
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Journal of Futures Markets
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Journal of Property Research
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1
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W.S.
;
Gerlach, Richard
;
Hwang, Bruce B.K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-575
Persistent link: https://www.econbiz.de/10009983784
Saved in:
2
Forecasting volatility with asymmetric smooth transition dynamic range models
Lin, Edward M.H.
;
Chen, Cathy W.S.
;
Gerlach, Richard
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 384-400
Persistent link: https://www.econbiz.de/10009830615
Saved in:
3
MCMC methods for comparing stochastic volatility and GARCH models
Gerlach, Richard
;
Tuyl, Frank
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10006955680
Saved in:
4
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
Saved in:
5
MCMC methods for comparing stochastic volatility and GARCH models
Gerlach, Richard
;
Tuyl, Frank
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 91-107
Persistent link: https://www.econbiz.de/10003283955
Saved in:
6
Variational Bayes for assessment of dynamic quantile forecasts
Gerlach, Richard
;
Abeywardana, Sachin
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1385-1402
Persistent link: https://www.econbiz.de/10011622172
Saved in:
7
Forecasting volatility with asymmetric smooth transition dynamic range models
Lin, Edward M. H.
;
Chen, Cathy W. S.
;
Gerlach, Richard
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10009581921
Saved in:
8
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
9
The relationship between model complexity and forecasting performance for computer intelligence optimization in finance
Ghandar, Adam
;
Michalewicz, Zbigniew
;
Zurbruegg, Ralf
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 598-613
Persistent link: https://www.econbiz.de/10011621732
Saved in:
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